Simon A. Broda

Simon A. Broda

University of Amsterdam - Amsterdam / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 926691
Universiteit van Amsterdam
person_outline Simon A. Broda's MOST POPULAR ARTICLES
1-) Chicago: A fast and accurate method for portfolio risk calculationSA Broda, MS PaolellaJournal of Financial Econometrics 7 (4), 412-436, 20091022009
2-) Expected shortfall for distributions in financeSA Broda, MS PaolellaStatistical tools for finance and insurance, 57-99, 2011652011
3-) Stable mixture GARCH modelsSA Broda, M Haas, J Krause, MS Paolella, SC SteudeJournal of Econometrics 172 (2), 292-306, 2013642013
4-) Predicting equity markets with digital online media sentiment: Evidence from Markov-switching modelsSJ Nooijen, SA BrodaJournal of Behavioral Finance 17 (4), 321-335, 2016342016
5-) Saddlepoint approximations for the doubly noncentral t distributionS Broda, MS PaolellaComputational statistics & data analysis 51 (6), 2907-2918, 2007232007